Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47391.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45996.21 Kr¶

PnL: ---------------------------------------> -892.36 Kr¶

DD now: ---------------------------------> -2.547 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:36:32.187881'

Anic Portfolio¶

Today¶

Return: -1.075 %¶

This Week¶

Return: -0.299 %¶

Total¶

Return: 55.146 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
SAAB B 8 0.710000 3425.600000 48.600000 1.440000 3377.000000
Corem Property Group B 59 -2.130000 624.220000 47.220000 8.180000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -7.670000 391.100000 36.100000 10.170000 355.000000
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
OEM International B 7 -2.370000 548.100000 20.100000 3.810000 527.999997
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Intrum 4 -2.030000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.520000 543.200000 11.200000 2.110000 532.000000
HMS Networks 2 -4.160000 681.600000 8.600000 1.280000 673.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.670000 570.480000 0.480000 0.080000 570.000000
Essity B 2 0.630000 573.800000 -0.200000 -0.030000 574.000000
Swedbank A 3 -0.660000 563.400000 -0.600000 -0.110000 564.000000
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -4.670000 244.800000 -1.200000 -0.490000 246.000000
Resurs Holding 22 -1.330000 571.560000 -2.440000 -0.430000 573.999998
Handelsbanken A 5 0.370000 543.000000 -3.000000 -0.550000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.400000 555.450000 -6.550000 -1.170000 562.000005
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.220000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -4.810000 1640.400000 -13.600000 -0.820000 1653.999996
CTEK 13 -3.050000 517.400000 -16.600000 -3.110000 533.999999
Nordea Bank Abp 29 -0.670000 3416.200000 -37.800000 -1.090000 3453.999992
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
International Petroleum Corp. 5 -4.910000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.560000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.470000 3611.400000 -144.600000 -3.850000 3756.000001
OX2 18 -2.500000 1489.140000 -174.860000 -10.510000 1663.999992
Fasadgruppen Group 35 1.520000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -1.920000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 45996.210000 -892.360000 -2.54734% 46888.564618

Updated:¶

'2023-01-19 11:36:44.921156'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶